stock-indicator/dist/idicators/vr.js

Stock Indicator Library

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.VR = VR;
const common_1 = require("../common");
function VR(CLOSE, VOL, N = 26, M = 6) {
    // check input
    (0, common_1.checkArrayOfNumbers)(CLOSE, "CLOSE");
    (0, common_1.checkArrayOfNumbers)(VOL, "VOL");
    (0, common_1.checkNumber)(N, 1, CLOSE, "N", "CLOSE");
    (0, common_1.checkNumber)(M, 1, CLOSE, "M", "CLOSE");
    // TH:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,0),N);
    const TH = (0, common_1.funMS)([
        null,
        ...CLOSE.slice(1).map((v, i) => ((0, common_1.aGtB)(v, CLOSE[i]) ? VOL[i + 1] : 0)),
    ], N);
    // TL:=SUM(IF(CLOSE<REF(CLOSE,1),VOL,0),N);
    const TL = (0, common_1.funMS)([
        null,
        ...CLOSE.slice(1).map((v, i) => ((0, common_1.aLtB)(v, CLOSE[i]) ? VOL[i + 1] : 0)),
    ], N);
    // TQ:=SUM(IF(CLOSE=REF(CLOSE,1),VOL,0),N);
    const TQ = (0, common_1.funMS)([
        null,
        ...CLOSE.slice(1).map((v, i) => ((0, common_1.aEqB)(v, CLOSE[i]) ? VOL[i + 1] : 0)),
    ], N);
    // VR:100*(TH*2+TQ)/(TL*2+TQ);
    const VR = TH.map((v, i) => v === null || TL[i] === null || TQ[i] === null
        ? null
        : (100 * (v * 2 + TQ[i])) / (TL[i] * 2 + TQ[i])).map((v) => (0, common_1.funRound)(v, 3));
    // MAVR:MA(VR,M);
    const MAVR = (0, common_1.funMA)(VR, M).map((v) => (0, common_1.funRound)(v, 3));
    return { VR, MAVR };
}
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